financial bubbles 1levy processes 1numerical methods 1partial integro-differential equations 1viscosity solutions 1
From the 1 of 2 linked papers with an AI index.
2 papers
math.AP2026
The Financial Bubble Model with Lévy Jump Processes
Avetik Arakelyan, Rafayel Barkhudaryan, Vigen Khalatyan +1
The paper extends the Berestycki‑Monneau‑Scheinkman model for speculative financial bubbles by adding Lévy jump processes, and develops a viscosity solution theory and a convergent…
math.NA2024
Convergence of Physics-Informed Neural Networks for Fully Nonlinear PDE's
Avetik Arakelyan, Rafayel Barkhudaryan
The present work is focused on exploring convergence of Physics-informed Neural Networks (PINNs) when applied to a specific class of second-order fully nonlinear Partial Differenti…